Masterplast Nyrt Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, June 23rd, 2026
1 Day
3,138.14
decreased by 90.26
1 Week
3,289.28
increased by 60.88
1 Month
3,469.47
increased by 241.07
Analysis last updated: Tuesday, June 23, 2026 at 06:35 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0116 | 1.65 | |
| 0.0300 | 17.38 | |
| 0.9714 | 685.06 | |
| -0.0028 | -0.52 |
Estimation Period:
Oct 9, 2012 to Jun 19, 2026
Oct 9, 2012 to Jun 19, 2026
Other Masterplast Nyrt Analyses
Other Asymmetric ILLIQ Analyses on International Equities